Ib Option Chain

IB Option Chain

Fetch option chain data from Interactive Brokers for a specific expiration date.

Handles equities/ETFs (Stock/OPT) and futures options (FOP). The asset type and

exchange are resolved from IB contract details (no hardcoded symbol table): auto-detect

tries a SMART stock first and falls back to a future when no stock exists (so NQ, GC,

RTY resolve as futures, while AAPL resolves as a stock even though it has an obscure

single-stock future). Tickers that are both a stock and a futures root (e.g. ES=Eversource,

CL=Colgate) default to the equity — pass --sec-type fut to force the future.

IB Connection

TWS or IB Gateway must be running locally with API enabled:

• Paper trading — port 7497
• Live trading — port 7496
• IB_PORT env var — default port when --port is omitted (e.g. IB_PORT=4001 for a Gateway container). Precedence: --port flag > IB_PORT > built-in default. Set it in the shell or a .env file.

Port fallback: If the configured port fails, automatically retry on the other port.

If the retry succeeds, save to memory which account type worked (live/paper) and reuse it for all IB skill calls in this and future sessions — until the user explicitly asks for the other account.

If both ports fail, ask the user to verify that TWS or IB Gateway is running with API access enabled.

Instructions

First, get available expiration dates:

uv run python scripts/options.py SYMBOL --expiries

Then fetch the chain for a specific expiry:

uv run python scripts/options.py SYMBOL --expiry YYYYMMDD

Arguments

• SYMBOL - Ticker symbol. Equity/ETF (e.g., AAPL, SPY, TSLA) or futures root (e.g., NQ, ES, CL, GC) — asset type is auto-detected via IB.
• --sec-type {stk,fut} - Force the asset type. Default: auto-detect (stock-first). Use fut for ambiguous roots like ES/CL when you mean the future.
• --expiries - List available expiration dates only
• --expiry YYYYMMDD - Fetch chain for specific date (IB format: YYYYMMDD, no dashes)
• --port - IB port (default: 7497 for paper trading)

Output

Returns JSON with:

• calls - Array of call options with strike, bid, ask, lastPrice, volume, openInterest, impliedVolatility, greeks (delta/gamma/theta/vega/iv from IB model), and multiplier (futures only)
• puts - Array of put options with same fields
• underlying_price - Current underlying price for reference (stock/ETF price or continuous-future price)
• asset_type - "stock" or "future"
• source - "ibkr"

For futures, only expiries up to the front continuous-future's expiry are returned; longer-dated FOPs require the next quarter's future. Futures quote nearly 24h on Globex, so Greeks populate pre-market.

Present data as a table. Highlight high volume strikes and notable IV levels.

Dependencies

• ib-async

Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.